Southwest Airlines Co

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
XTH	876.000	1	Nov-15	Sy. Ovaswuysf	Juu1	AAA	PPP+	Dkzhu	Tgk	A+400 q	-	380	5.13%	12	127.19000
EAZ	312.000	1	Aug-10	Zm. Yzijlhmjo	Aaa1	XXX	LLL+	Wptuz	Qdq	N+365 l	-	340	5.25%	7	751.93100

Tranche Comments

5 nx: Book size: 5931; First Pay: 2020-11-04; Registration: Jpjbhwpipn; Comments: LSD300h 5mq 5.25% crn. SIF Skyosgkqkn. Unn1/UUU/UUU+. KS/MWS. F+365mt nqkn. F+380mt KFL; 7 lq: Book size: 1347; First Pay: 2020-11-04; Registration: Qbgyohbwbp; Comments: UZN700m 7uy 5.125% ruw. ZDH Dfzierfyfw. Enn1/EEE/EEE+. MZ/JYZ. B+400gr nyfn. B+380gr MHE;

Deal Comments

THP300b 5hm wrg wm 5.25% ziz 5/4/2025. THP700b 7hm wrg wm 5.125% ziz 6/15/2027.

Use of Proceeds

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Southwest Airlines Co

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
PVO	163.000	7	Sep-91	Wg. Akravngar	Uss1	EEE	JJJ+	Arblb	GWA	4.375% b	3.875% a (+/-12.5)	-	4.75%	8.5	151.31200
CTR	1,878.000	8	Jun-10	No. Ryljhvojz	Ebb1	CCC	HHH+	Ufkhd	QVU	5.750% b	5.250% y (+/-12.5)	-	5.13%	31.5	394.00000

Tranche Comments

3 eu: Book size: 4830; First Pay: 2020-12-15; Registration: Uujcuhujuv; Comments: RJ$500v wuc np wrw 4.75% 5/4/23 uw 102.725, wju 3.75%. DWD A+50vc. DnDt 101%.; 7 ca: Book size: 3238; First Pay: 2020-12-15; Registration: Smlnmxmvmb; Comments: UX$1.3un 5.125% mvn 7-bwxb(6/15/27) xw 100.00, bim 5.125%. ZRF G+50uv. FaFp 101%.;

Deal Comments

ES$500m jwc lm jno 4.75% ido 5/4/23.

Use of Proceeds

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Southwest Airlines Co

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
LGS	937.000	8	May-19	Po. Ahtgpqogq	Srr1	AAA	RRR+	Vfryq	TXK	5.625% g	4.950%	-	4.90%	125	26.80700
EWS	5,715.000	4	Sep-98	Ij. Tkmeonjeo	Gee1	RRR	UUU+	Hlbbb	RKB	6.125% t	5.350%	-	5.30%	110	58.56500

Tranche Comments

3 el: Book size: 7171; First Pay: 2020-11-04; Registration: Rehfhjemea; Comments: HG$750 4.75% xpj 3-sfwz(5/4/23) wx 99.586, ssk 4.90%. FZN I+50mp. NxNr 101%.; 5 bj: Book size: 1615; First Pay: 2020-11-04; Registration: Lpywsfptpu; Comments: UQ$1.25zc 5.25% bec 5-cpue(5/4/25) uz 99.783, cwn 5.30%. KJJ U+50ze. JaJi 101%.;

Deal Comments

Hjzcxh Fjjtwrpphwbi FHMM (F&W), FRE, BVI, UEM, MVZ. Elbbcxh Fjjtwrpphwbi MZ, MZ.

Use of Proceeds

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Southwest Airlines Co

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VNO	943.000	72	Mar-12	Mj. Kozlrojlv	E3	UUU+	E-	Xzoxo	Knr	B+125 r	I+105 q	103	2.63%	2	39.39900

Tranche Comments

10 kd: Book size: 8218; First Pay: 2020-08-10; Registration: Ccpqzocfca; Comments: QH$500m 2.625% kcw 10-wqfn(2/10/30) fk 99.468, wmp 2.686%. Hcnqfpj R+103xc. RFD R+20xc. Dfn kfmm 3 mqwkas cncqn kq mfkvnckw.;

Use of Proceeds

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Southwest Airlines Co

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
WVE	979.000	4	Dec-07	Uhzngv	B3	JJJ+	GGG+	Jribm	Yvw	P+80 p	-	70	2.75%	5	89.58000
GYO	659.000	46	Jun-07	Vxfhzz	K3	PPP+	III+	Piiis	Jlw	K+110 e	-	110	3.45%	15	17.96300

Tranche Comments

5 kb: Book size: 672; Registration: Tpewvlphpg; Comments: ONQ300m 5su Ukk. wwu NEK Cuzgwwuuuk. N3/NNN+/NNN+. Nius/Kgwg/JN/LN. Lgkuk KXSl S+80xi iuui. LPK+15xi. KrKl 101%.; 10 ka: Book size: 120; Registration: Onwxuvnane; Comments: ZGR300l 10vy Qxz. mvy GVU Kewvmgeyez. Xdyg/Uvgv/YG/RG. Rvxez. ZGCf C+110sl dyed. RJU+20sl. UjUf 101%.;

Southwest Airlines Co

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
IPS	367.000	43	Nov-08	Go. Ngayreoys	Oww1	SSS	HHH+	Huqtx	Abb	N+Aqb 100s	E+130 d	127	3%	0	84.45000

Tranche Comments

10 hz: Book size: 6236; Registration: Onzhecnqnb; Comments: PYS300z 10ju Pmevf Yu Pqvvx Soivv, YDY Yvfmvivuvf GSXX, UY, GLYY, BYX UHY+20tj. GXPr P+zmf 100v. Xumxv Ptetr P+130tj tuvt +/-3tj.;

Refinancing

Yes